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Most acquisition functions are myopic, meaning that they only consider the impact of the next function evaluation. Non-myopic acquisition functions consider the impact of the next $h$ function evaluations and are typically computed through rollout, in which $h$ steps of BO are simulated. These rollout acquisition functions are defined as $h$-dimensional integrals, and are expensive to compute and optimize. We show that a combination of quasi-Monte Carlo, common random numbers, and control variates significantly reduce the computational burden of rollout. We then formulate a policy-search based approach that removes the need to optimize the rollout acquisition function. Finally, we discuss the qualitative behavior of rollout policies in the setting of multi-modal objectives and model error.","url_abs":"https://arxiv.org/abs/2002.10539v3","url_pdf":"https://arxiv.org/pdf/2002.10539v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"efficient-rollout-strategies-for-bayesian","repo_url":"https://github.com/ericlee0803/lookahead_release","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"MIT"}},{"paper_slug":"efficient-rollout-strategies-for-bayesian","repo_url":"https://github.com/erichanslee/lookahead_release","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[{"task_slug":"bayesian-optimization","task_name":"Bayesian Optimization"},{"task_slug":"global-optimization","task_name":"global-optimization"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2002.10539","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"2002.10539"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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